Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
16/05/2024 | 0.88% | 1.12 CHF | 1.13 CHF | 106,000 | 106,000 | 104,193 | 104,193 | 118,281 CHF | 119,324 CHF | 100.00% | 100.00% |
15/05/2024 | 0.84% | 1.18 CHF | 1.19 CHF | 98,000 | 98,000 | 97,606 | 97,606 | 116,652 CHF | 117,631 CHF | 100.00% | 100.00% |
14/05/2024 | 0.81% | 1.23 CHF | 1.24 CHF | 98,000 | 98,000 | 97,569 | 97,569 | 120,274 CHF | 121,250 CHF | 99.98% | 99.98% |
13/05/2024 | 0.87% | 1.19 CHF | 1.20 CHF | 98,000 | 98,000 | 99,571 | 99,571 | 114,269 CHF | 115,265 CHF | 100.00% | 100.00% |
10/05/2024 | 0.91% | 1.10 CHF | 1.11 CHF | 100,000 | 100,000 | 100,358 | 100,358 | 109,861 CHF | 110,865 CHF | 100.00% | 100.00% |
08/05/2024 | 0.94% | 1.08 CHF | 1.09 CHF | 102,000 | 102,000 | 101,548 | 101,548 | 107,235 CHF | 108,250 CHF | 98.84% | 98.84% |
07/05/2024 | 0.84% | 1.22 CHF | 1.23 CHF | 98,000 | 98,000 | 99,084 | 99,084 | 117,152 CHF | 118,144 CHF | 97.91% | 97.91% |
06/05/2024 | 0.84% | 1.18 CHF | 1.19 CHF | 100,000 | 100,000 | 99,106 | 99,106 | 117,816 CHF | 118,807 CHF | 100.00% | 100.00% |
03/05/2024 | 0.87% | 1.15 CHF | 1.16 CHF | 100,000 | 100,000 | 99,588 | 99,588 | 114,382 CHF | 115,378 CHF | 100.00% | 100.00% |
02/05/2024 | 0.87% | 1.14 CHF | 1.15 CHF | 100,000 | 100,000 | 99,588 | 99,588 | 113,714 CHF | 114,710 CHF | 100.00% | 100.00% |